+658.3%
LOW vs PBF
+303.9%
+354.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.7% | +4.3% | -6.0% | -2.1% |
| 30D | -7.0% | +22.0% | -29.0% | -9.0% |
| 3M | -0.9% | +74.5% | -75.4% | -7.0% |
| 6M | -20.1% | +67.7% | -87.8% | -25.4% |
| YTD | -13.9% | +179.2% | -193.1% | -24.4% |
| 1Y | -21.1% | +170.0% | -191.1% | -31.1% |
| 3Y | -6.6% | +66.4% | -73.0% | -16.0% |
| 5Y | +9.4% | +764.5% | -755.1% | -24.2% |
| 10Y | +220.5% | +358.5% | -138.0% | +109.3% |
| All | +658.3% | +303.9% | +354.5% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling